+3,891.8%
O vs EL
+1,685.7%
+2,206.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.5% |
| 7D | -0.7% | +0.8% | -1.5% | -1.0% |
| 30D | -1.9% | +19.8% | -21.7% | -6.6% |
| 3M | +3.8% | +25.7% | -21.9% | -2.5% |
| 6M | -4.7% | +5.4% | -10.2% | -7.5% |
| YTD | +12.5% | +0.2% | +12.3% | +9.4% |
| 1Y | +10.8% | +20.4% | -9.6% | +2.1% |
| 3Y | +28.8% | -32.1% | +60.9% | +30.2% |
| 5Y | +13.2% | -67.2% | +80.4% | +36.7% |
| 10Y | +53.5% | +31.7% | +21.7% | +22.9% |
| All | +3,891.8% | +1,685.7% | +2,206.1% | +1,610.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling